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This book represents an up-to-date, complete and accessible introduction to approximate dynamic programming. It is motivated primarily by problems that arise in operations research and engineering. Much of the emphasis in the book is placed on how to model complex problems and design practical, scalable algorithms for solving them. Example problems generally involve the management of physical, financial or informational resources in an industrial setting.

Mathematical statistics --- Dynamic programming --- Programmation dynamique --- Dynamic programming. --- 519.8 --- Operational research --- 519.8 Operational research --- Mathematical optimization --- Programming (Mathematics) --- Systems engineering

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This book provides a practical introduction to computationally solving discrete optimization problems using dynamic programming. From the unusually numerous and varied examples presented, readers should more easily be able to formulate dynamic programming solutions to their own problems of interest. We also provide and describe the design, implementation, and use of a software tool, named DP2PN2Solver, that has been used to numerically solve all of the problems presented earlier in the book. This computational tool can be used by students to solve academic problems if this book is used in coursework, and by practitioners to solve many real-world problems if the state space is not too large. Finally, this book is also a research monograph that describes a novel application of Petri net theory. DP2PN2Solver takes user input in the form of the DP functional equation for a problem, automatically constructs a Petri net model, called a Bellman net, as an internal computer representation for the DP problem, and then generates from the Bellman net the numerical solution for the DP problem. This solution can be obtained using Java, a spreadsheet, a Petri net tool, and other systems.

Dynamic programming. --- Programmation dynamique --- Dynamic programming --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Operations Research --- Applied Mathematics --- Civil Engineering --- Computer science. --- Computer programming. --- Computers. --- Artificial intelligence. --- Applied mathematics. --- Engineering mathematics. --- Computer Science. --- Theory of Computation. --- Appl.Mathematics/Computational Methods of Engineering. --- Artificial Intelligence (incl. Robotics). --- Programming Techniques. --- Engineering --- Engineering analysis --- Mathematical analysis --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Automatic computers --- Automatic data processors --- Computer hardware --- Computing machines (Computers) --- Electronic calculating-machines --- Electronic computers --- Hardware, Computer --- Computer systems --- Cybernetics --- Calculators --- Cyberspace --- Computers --- Electronic computer programming --- Electronic digital computers --- Programming (Electronic computers) --- Coding theory --- Informatics --- Science --- Mathematics --- Programming --- Mathematical optimization --- Programming (Mathematics) --- Systems engineering --- Information theory. --- Mathematical and Computational Engineering. --- Artificial Intelligence. --- Communication theory --- Communication